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17. (5 points) Find the optimal portfolio weights that maximize the Sharpe ratio A. w(x)=0.6608, w(y)=0.3392 B. W(x)=0.8862, w(y)=0.1138 C. w(x)=0.4892, w(y)=0.5108 D. w(x)=0.7035, w(y)=0.2965

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17. (5 points) Find the optimal portfolio weights that maximize the Sharpe ratio A. w(x)=0.6608, w(y)=0.3392 B. W(x)=0.8862, w(y)=0.1138 C. w(x)=0.4892, w(y)=0.5108 D. w(x)=0.7035, w(y)=0.2965 18. (5 points) Find the expected return of the optimal portfolio A. 10.04% B. 9.11% C. 8.21% D. 11.66% 19. (5 points) Find the standard deviation of the optimal portfolio A. 12.80% B. 13.62% C. 14.97% D. 11.89% 20. (5 points) Find the maximum Sharpe ratio. A. 0.6383 B. 0.5890 C. 0.6412 D. 0.7821

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